Filter by Categories
Accounting
Banking

Agency Repo

A type of repo (repurchase agreement) which involves lending of agency securities such as mortgage-backed securities (MBS) collateralized by residential...

Autocallable Note

A structured note (a short-term market-linked product) that offers an above-market coupon if automatically called prior to the scheduled maturity...

Absolute Yield Spread

The difference in yield to maturity (YTM) between two bonds (bond issues) or two classes of bonds with similar maturities....

All-In Price

The all-inclusive price of a bond. That is, the market price of a bond or a similar fixed-income security in...

All-In Dividend

The amount of the manufactured dividend plus the fee the borrower will pay to the securities lender, expressed as a...

At Par

Trading a debt security like a bond/ note at a price equal to its par value (face value). Face value/...

At-a-Discount

Trading a debt security like a bond/ note at a price lower than its par value (face value). Face value/...

At-a-Premium

Trading a debt security like a bond/ note at a price exceeding its par value (face value). Face value/ par...

Above Par

Trading a debt security like a bond/ note at a price exceeding its par value (face value). Face value/ par...

Absolute Return Barrier Note

A barrier note that pays the holder (investor), at maturity, the absolute performance of either one underlying or the lowest...